EB Options History — August 2021 In August 2021, EB traded between $15.69 and $18.14. ATM implied volatility averaged 59.2%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 11.0% (HV 20d: 48.2%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.79.
Notable Days 2021-08-16 : Highest Volume — 2,423 contracts2021-08-06 : Largest IV drop — 39.3% change2021-08-05 : Highest IV Rank — 46.1%2021-08-04 : Largest Expected Move — 24.6%Monthly Statistics Metric Avg Min Max Open Close Price $17.25 $15.69 $18.14 $17.61 $17.65 Max Pain $17.39 $15.00 $20.00 $15.00 $17.50 ATM IV 59.2% 49.2% 90.2% 78.7% 49.2% Expected Move 16.6% 14.1% 24.6% 22.6% 14.1% HV 20d 48.2% 44.4% 60.2% 60.0% 45.3% HV 60d 43.1% 40.2% 47.8% 47.8% 45.0% IV Rank 15.1% 3.6% 46.1% 33.9% 3.6% IV Percentile 21.8% 2.0% 85.3% 69.4% 2.0% Term Structure -2.0% -19.6% 2.8% -14.4% 2.8% VWIV 57.9% 44.4% 87.1% 80.3% 44.4% Skew 25d 5.6% 3.0% 8.4% 3.0% 7.1% Skew 10d 16.8% -5.5% 36.9% 27.1% 15.0% Call IV 25d 57.3% 48.5% 85.9% 81.8% 51.3% Put IV 25d 62.9% 55.4% 90.5% 84.9% 58.3% Bid-Ask Spread % 56.05 26.61 83.96 35.30 83.96 Gamma HHI 0.34 0.29 0.39 0.38 0.31 Net GEX 293.4K 220.1K 399.5K 240.8K 316.5K Net DEX -10.8M -13.9M -6.9M -10.7M -12.7M Net VEX -64.6K -72.5K -55.3K -65.1K -69.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.01 4.85 4.85 0.45 Total Volume 603.091 59 2,423 117 266 Total OI 21,840.727 19,456 24,074 19,456 21,640
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-08-02 $17.61 $15.00 78.7% 22.6% 60.0% 33.9% 80.3% 3.0% -14.4% 240.8K -10.7M -65.1K 4.85 35.30 N/A N/A 20 97 16,745 2,711 2021-08-03 $17.31 $15.00 79.9% 22.9% 60.2% 35.2% 82.5% 5.5% -16.2% 228.1K -9.7M -62.7K 2.54 46.30 N/A N/A 79 201 16,732 2,735 2021-08-04 $17.20 $15.00 85.9% 24.6% 51.6% 41.6% 87.1% 4.5% -19.6% 226.3K -9.5M -62.7K 0.10 37.30 N/A N/A 750 72 16,736 2,825 2021-08-05 $17.74 $20.00 90.2% 19.0% 50.8% 46.1% 68.1% 4.0% -9.0% 236.1K -10.8M -64.2K 0.16 80.69 N/A N/A 1,682 273 16,751 2,927 2021-08-06 $17.89 $20.00 54.8% 15.2% 46.7% 8.6% 53.0% 4.4% -0.7% 285.1K -11.4M -64.3K 0.61 65.80 N/A N/A 425 260 17,494 2,946 2021-08-09 $17.37 $17.50 55.7% 15.4% 48.0% 12.6% 54.4% 3.5% 0.2% 355.0K -10.9M -62.7K 0.55 68.86 N/A N/A 209 114 19,305 3,177 2021-08-10 $17.35 $17.50 57.4% 15.5% 45.5% 14.9% 61.0% 5.0% -0.9% 359.8K -10.8M -62.3K 0.49 68.16 N/A N/A 125 61 19,447 3,058 2021-08-11 $17.76 $17.50 52.8% 15.1% 46.1% 8.6% 53.4% 3.7% 0.3% 398.3K -12.2M -63.0K 0.24 48.84 N/A N/A 330 79 19,592 3,109 2021-08-12 $17.84 $17.50 52.2% 15.0% 45.9% 7.7% 52.5% 3.0% 0.7% 399.5K -12.4M -64.0K 0.03 30.45 N/A N/A 1,078 36 19,594 3,103 2021-08-13 $17.70 $17.50 52.7% 15.1% 45.1% 8.4% 51.9% 4.0% 0.7% 398.1K -11.9M -61.8K 2.10 26.61 N/A N/A 41 86 19,603 3,119 2021-08-16 $16.76 $17.50 52.3% 15.0% 48.3% 7.9% 52.3% 5.9% 0.7% 328.4K -9.3M -60.5K 0.01 79.35 N/A N/A 2,400 23 20,478 3,150 2021-08-17 $15.95 $17.50 57.0% 16.3% 48.8% 14.5% 54.8% 7.0% -0.4% 227.2K -6.9M -55.3K 0.04 38.24 N/A N/A 2,220 99 20,646 3,155 2021-08-18 $16.24 $17.50 57.5% 16.5% 46.4% 15.2% 51.8% 5.2% -1.3% 230.8K -8.2M -60.0K 0.23 66.87 N/A N/A 74 17 20,799 3,128 2021-08-19 $15.69 $17.50 58.5% 16.8% 47.6% 16.5% 57.9% 7.3% -0.2% 229.2K -7.4M -58.7K 0.24 58.64 N/A N/A 908 214 20,876 3,120 2021-08-20 $16.06 $17.50 58.1% 16.7% 45.9% 16.0% 54.7% 6.9% -0.0% 220.1K -8.6M -61.0K 1.36 45.59 N/A N/A 25 34 20,982 3,092 2021-08-23 $16.96 $17.50 52.8% 15.1% 47.8% 8.6% 55.1% 7.1% 0.9% 270.5K -10.8M -67.7K 0.25 46.23 N/A N/A 192 48 18,697 2,378 2021-08-24 $17.35 $17.50 51.7% 14.8% 48.0% 7.1% 54.3% 7.6% 2.5% 291.0K -11.7M -71.0K 1.79 60.54 N/A N/A 33 59 18,707 2,392 2021-08-25 $17.66 $17.50 52.4% 15.0% 46.3% 8.0% 51.1% 7.9% 1.8% 296.7K -12.6M -71.0K 0.29 74.77 N/A N/A 116 34 18,832 2,426 2021-08-26 $17.67 $17.50 51.3% 14.7% 46.3% 6.5% 51.4% 8.4% 2.8% 290.7K -12.7M -70.7K 0.13 55.59 N/A N/A 224 29 18,826 2,489 2021-08-27 $18.14 $17.50 50.5% 14.5% 44.4% 5.3% 49.7% 6.9% 2.5% 321.4K -13.9M -72.5K 0.22 72.25 N/A N/A 93 20 18,879 2,514 2021-08-30 $17.59 $17.50 51.2% 14.7% 45.8% 6.4% 51.2% 5.6% 1.8% 305.9K -12.7M -69.6K 0.65 42.70 N/A N/A 74 48 19,046 2,535 2021-08-31 $17.65 $17.50 49.2% 14.1% 45.3% 3.6% 44.4% 7.1% 2.8% 316.5K -12.7M -69.5K 0.45 83.96 N/A N/A 184 82 19,085 2,555
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